ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 15-Sep-2011

Day Change Summary
	Previous	Current
	14-Sep-2011	15-Sep-2011	Change	Change %	Previous Week
Open	131-025	131-005	-0-020	0.0%	131-085
High	131-100	131-035	-0-065	-0.2%	131-290
Low	130-255	130-005	-0-250	-0.6%	130-215
Close	130-285	130-130	-0-155	-0.4%	131-245
Range	0-165	1-030	0-185	112.1%	1-075
ATR	0-277	0-282	0-005	1.9%	0-000
Volume	7,461	12,277	4,816	64.5%	116,181

Daily Pivots for day following 15-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	133-253	133-062	131-002
R3	132-223	132-032	130-226
R2	131-193	131-193	130-194
R1	131-002	131-002	130-162	130-242
PP	130-163	130-163	130-163	130-124
S1	129-292	129-292	130-098	129-212
S2	129-133	129-133	130-066
S3	128-103	128-262	130-034
S4	127-073	127-232	129-258

Weekly Pivots for week ending 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	135-048	134-222	132-142
R3	133-293	133-147	132-034
R2	132-218	132-218	131-317
R1	132-072	132-072	131-281	132-145
PP	131-143	131-143	131-143	131-180
S1	130-317	130-317	131-209	131-070
S2	130-068	130-068	131-173
S3	128-313	129-242	131-136
S4	127-238	128-167	131-028

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-315	130-005	1-310	1.5%	0-247	0.6%	20%	False	True	13,042
10	131-315	129-200	2-115	1.8%	0-243	0.6%	33%	False	False	51,804
20	131-315	129-095	2-220	2.1%	0-272	0.7%	41%	False	False	657,229
40	131-315	123-220	8-095	6.4%	1-004	0.8%	81%	False	False	1,048,103
60	131-315	121-225	10-090	7.9%	0-306	0.7%	85%	False	False	1,136,167
80	131-315	121-120	10-195	8.1%	0-286	0.7%	85%	False	False	1,142,178
100	131-315	118-240	13-075	10.1%	0-262	0.6%	88%	False	False	917,047
120	131-315	116-020	15-295	12.2%	0-239	0.6%	90%	False	False	764,298

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-060
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	135-242
2.618	133-311
1.618	132-281
1.000	132-065
0.618	131-251
HIGH	131-035
0.618	130-221
0.500	130-180
0.382	130-139
LOW	130-005
0.618	129-109
1.000	128-295
1.618	128-079
2.618	127-049
4.250	125-118

Fisher Pivots for day following 15-Sep-2011
Pivot	1 day	3 day
R1	130-180	130-255
PP	130-163	130-213
S1	130-147	130-172

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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